Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.58% | 1.77 CHF | 1.78 CHF | 360'000 | 360'000 | 351'655 | 351'655 | 607'300 CHF | 610'819 CHF | 100.00% | 100.00% |
15.05.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 350'000 | 350'000 | 348'460 | 348'460 | 594'989 CHF | 598'482 CHF | 100.00% | 100.00% |
14.05.2024 | 0.61% | 1.69 CHF | 1.70 CHF | 350'000 | 350'000 | 342'635 | 342'635 | 563'440 CHF | 566'867 CHF | 99.98% | 99.98% |
13.05.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 350'000 | 350'000 | 348'557 | 348'557 | 584'566 CHF | 588'052 CHF | 99.86% | 99.86% |
10.05.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 350'000 | 350'000 | 348'558 | 348'558 | 592'858 CHF | 596'343 CHF | 100.00% | 100.00% |
08.05.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 360'000 | 360'000 | 358'426 | 358'426 | 629'913 CHF | 633'498 CHF | 98.93% | 98.93% |
07.05.2024 | 0.56% | 1.74 CHF | 1.75 CHF | 360'000 | 360'000 | 358'215 | 358'215 | 635'669 CHF | 639'254 CHF | 99.88% | 99.88% |
06.05.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 370'000 | 370'000 | 362'298 | 362'298 | 646'542 CHF | 650'165 CHF | 100.00% | 100.00% |
03.05.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 370'000 | 370'000 | 364'921 | 364'921 | 654'194 CHF | 657'843 CHF | 100.00% | 100.00% |
02.05.2024 | 0.57% | 1.79 CHF | 1.80 CHF | 360'000 | 360'000 | 358'494 | 358'494 | 628'658 CHF | 632'243 CHF | 98.57% | 98.57% |